It does get better although there's always a little bit of nervousness for the first couple of songs. But ask yourself this - what really is going to happen if you're terrible or you mess up? Nothing. It will be quickly forgotten and passed over and you can chalk it up to experience and do better next time! I have "messed up" i.e. forgotten words, chords, etc. and just continued on. Try to feel that it doesn't matter that much - just to take the pressure off of yourself. Then get up there and give it your best shot!